protected override void EndProcessing()
{
var dist = new HypergeometricDistribution(PopulationSize, Successes, Samples);
var obj = DistributionHelper.AddConvinienceMethods(dist);
WriteObject(obj);
}
public void HypergeometricDistributionSymmetry()
{
foreach (int nPopulation in TestUtilities.GenerateIntegerValues(1, 1000, 4))
{
foreach (int nSuccess in TestUtilities.GenerateIntegerValues(1, nPopulation, 2))
{
foreach (int nDraws in TestUtilities.GenerateIntegerValues(1, nPopulation, 2))
{
HypergeometricDistribution d = new HypergeometricDistribution(nPopulation, nSuccess, nDraws);
HypergeometricDistribution d1 = new HypergeometricDistribution(nPopulation, nPopulation - nSuccess, nDraws);
HypergeometricDistribution d2 = new HypergeometricDistribution(nPopulation, nSuccess, nPopulation - nDraws);
HypergeometricDistribution d3 = new HypergeometricDistribution(nPopulation, nDraws, nSuccess);
int kMin = d.Support.LeftEndpoint;
int kMax = d.Support.RightEndpoint;
foreach (int k in TestUtilities.GenerateUniformIntegerValues(kMin, kMin, 4))
{
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.ProbabilityMass(k), d1.ProbabilityMass(nDraws - k)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.ProbabilityMass(k), d2.ProbabilityMass(nSuccess - k)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(d.ProbabilityMass(k), d3.ProbabilityMass(k)));
}
}
}
}
}
public void MedianTest()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
}
public void ProbabilityMassFunctionTest()
{
int N = 50;
int n = 10;
int m = 5;
var target = new HypergeometricDistribution(N, m, n);
int k = 4;
double expected = 0.0039645830580150657;
double actual = target.ProbabilityMassFunction(k);
Assert.AreEqual(expected, actual);
}
public void DistributionFunctionTest()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
int k = 5;
double expected = 0.96829836829836835;
double actual = target.DistributionFunction(k);
Assert.AreEqual(expected, actual, 1e-10);
}
public void ConstructorTest()
{
int populationSize = 15; // population size N
int success = 7; // number of successes in the sample
int samples = 8; // number of samples drawn from N
// Create a new Hypergeometric distribution with N = 15, n = 8, and s = 7
var dist = new HypergeometricDistribution(populationSize, success, samples);
double mean = dist.Mean; // 1.3809523809523812
double median = dist.Median; // 4.0
double var = dist.Variance; // 3.2879818594104315
double mode = dist.Mode; // 4.0
double cdf = dist.DistributionFunction(k: 2); // 0.80488799999999994
double ccdf = dist.ComplementaryDistributionFunction(k: 2); // 0.19511200000000006
double pdf1 = dist.ProbabilityMassFunction(k: 4); // 0.38073038073038074
double pdf2 = dist.ProbabilityMassFunction(k: 5); // 0.18275058275058276
double pdf3 = dist.ProbabilityMassFunction(k: 6); // 0.030458430458430458
double lpdf = dist.LogProbabilityMassFunction(k: 2); // -2.3927801721315989
int icdf1 = dist.InverseDistributionFunction(p: 0.17); // 4
int icdf2 = dist.InverseDistributionFunction(p: 0.46); // 4
int icdf3 = dist.InverseDistributionFunction(p: 0.87); // 5
int icdf4 = dist.InverseDistributionFunction(p: 0.50);
double hf = dist.HazardFunction(x: 4); // 1.7753623188405792
double chf = dist.CumulativeHazardFunction(x: 4); // 1.5396683418789763
string str = dist.ToString(CultureInfo.InvariantCulture); // "HyperGeometric(x; N = 15, m = 7, n = 8)"
Assert.AreEqual(3.7333333333333334, mean);
Assert.AreEqual(4.0, median);
Assert.AreEqual(0.99555555555555553, var);
Assert.AreEqual(4, mode);
Assert.AreEqual(1.5396683418789763, chf, 1e-10);
Assert.AreEqual(0.10023310023310024, cdf);
Assert.AreEqual(0.38073038073038074, pdf1);
Assert.AreEqual(0.18275058275058276, pdf2);
Assert.AreEqual(0.030458430458430458, pdf3);
Assert.AreEqual(-2.3927801721315989, lpdf);
Assert.AreEqual(1.7753623188405792, hf);
Assert.AreEqual(0.89976689976689972, ccdf);
Assert.AreEqual(3, icdf1);
Assert.AreEqual(4, icdf2);
Assert.AreEqual(5, icdf3);
Assert.AreEqual("HyperGeometric(x; N = 15, m = 7, n = 8)", str);
}
public void ConstructorTest()
{
int populationSize = 15; // population size N
int success = 7; // number of successes in the sample
int samples = 8; // number of samples drawn from N
// Create a new Hypergeometric distribution with N = 15, n = 8, and s = 7
var dist = new HypergeometricDistribution(populationSize, success, samples);
double mean = dist.Mean; // 1.3809523809523812
double median = dist.Median; // 4.0
double var = dist.Variance; // 3.2879818594104315
double mode = dist.Mode; // 4.0
double cdf = dist.DistributionFunction(k: 2); // 0.80488799999999994
double ccdf = dist.ComplementaryDistributionFunction(k: 2); // 0.19511200000000006
double pdf1 = dist.ProbabilityMassFunction(k: 4); // 0.38073038073038074
double pdf2 = dist.ProbabilityMassFunction(k: 5); // 0.18275058275058276
double pdf3 = dist.ProbabilityMassFunction(k: 6); // 0.030458430458430458
double lpdf = dist.LogProbabilityMassFunction(k: 2); // -2.3927801721315989
int icdf1 = dist.InverseDistributionFunction(p: 0.17); // 4
int icdf2 = dist.InverseDistributionFunction(p: 0.46); // 4
int icdf3 = dist.InverseDistributionFunction(p: 0.87); // 5
int icdf4 = dist.InverseDistributionFunction(p: 0.50);
double hf = dist.HazardFunction(x: 4); // 1.7753623188405792
double chf = dist.CumulativeHazardFunction(x: 4); // 1.5396683418789763
string str = dist.ToString(CultureInfo.InvariantCulture); // "HyperGeometric(x; N = 15, m = 7, n = 8)"
Assert.AreEqual(3.7333333333333334, mean);
Assert.AreEqual(4.0, median);
Assert.AreEqual(0.99555555555555553, var);
Assert.AreEqual(4, mode);
Assert.AreEqual(1.5396683418789763, chf, 1e-10);
Assert.AreEqual(0.10023310023310024, cdf);
Assert.AreEqual(0.38073038073038074, pdf1);
Assert.AreEqual(0.18275058275058276, pdf2);
Assert.AreEqual(0.030458430458430458, pdf3);
Assert.AreEqual(-2.3927801721315989, lpdf);
Assert.AreEqual(1.7753623188405792, hf);
Assert.AreEqual(0.89976689976689972, ccdf);
Assert.AreEqual(3, icdf1);
Assert.AreEqual(4, icdf2);
Assert.AreEqual(5, icdf3);
Assert.AreEqual("HyperGeometric(x; N = 15, m = 7, n = 8)", str);
}
public void ProbabilityMassFunctionTest2()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
int k = 5;
double expected = 0.182750582750583;
double actual = target.ProbabilityMassFunction(k);
Assert.AreEqual(expected, actual, 1e-10);
Assert.IsFalse(Double.IsNaN(actual));
}
public void DistributionFunctionTest2()
{
// Verified against http://stattrek.com/online-calculator/hypergeometric.aspx
int population = 20;
int populationSuccess = 8;
int sample = 6;
double[] pmf = { 0.0238390092879257, 0.163467492260062, 0.357585139318886, 0.317853457172343, 0.119195046439628, 0.0173374613003096, 0.000722394220846233 };
double[] less = { 0.0000000000000000, 0.023839009287926, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478844, 0.999277605779154 };
double[] lessEqual = { 0.0238390092879257, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478845, 0.999277605779154, 1 };
double[] greater = { 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.018059855521155, 0.000722394220845968, 0 };
double[] greaterEqual = { 1, 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.0180598555211555, 0.00072239422084619 };
var target = new HypergeometricDistribution(population, populationSuccess, sample);
for (int i = 0; i < pmf.Length; i++)
{
{ // P(X = i)
double actual = target.ProbabilityMassFunction(i);
Assert.AreEqual(pmf[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X <= i)
double actual = target.DistributionFunction(i);
Assert.AreEqual(lessEqual[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X < i)
double actual = target.DistributionFunction(i, inclusive: false);
Assert.AreEqual(less[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X > i)
double actual = target.ComplementaryDistributionFunction(i);
Assert.AreEqual(greater[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X >= i)
double actual = target.ComplementaryDistributionFunction(i, inclusive: true);
Assert.AreEqual(greaterEqual[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
}
}
public void ConstructorTest3()
{
var h = new HypergeometricDistribution(9, 6, 1);
var support = h.Support;
var range1 = h.GetRange(0.99);
var range2 = h.GetRange(0.999);
var range3 = h.GetRange(0.9999);
Assert.AreEqual(0, support.Min);
Assert.AreEqual(1, support.Max);
Assert.AreEqual(support, range1);
Assert.AreEqual(support, range2);
Assert.AreEqual(support, range3);
}
public void CloneTest()
{
int populationSize = 12;
int draws = 5;
int success = 4;
var target = new HypergeometricDistribution(populationSize, success, draws);
var actual = (HypergeometricDistribution)target.Clone();
Assert.AreNotSame(target, actual);
Assert.AreNotEqual(target, actual);
Assert.AreEqual(target.PopulationSize, actual.PopulationSize);
Assert.AreEqual(target.SampleSize, actual.SampleSize);
Assert.AreEqual(target.PopulationSuccess, actual.PopulationSuccess);
}
public void HypergeometricDistributionConstructorTest()
{
bool thrown;
thrown = false;
try { new HypergeometricDistribution(10, 0, 11); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(10, 11, 9); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(0, 0, 1); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(1, 0, 0); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(1, -1, 1); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
int N = 10;
int n = 8;
int m = 9;
var target = new HypergeometricDistribution(N, m, n);
Assert.AreEqual(N, target.PopulationSize);
Assert.AreEqual(n, target.SampleSize);
Assert.AreEqual(m, target.PopulationSuccess);
double dN = N;
double dn = n;
double dm = m;
Assert.AreEqual(dn * (dm / dN), target.Mean);
Assert.AreEqual(dn * dm * (dN - dm) * (dN - dn) / (dN * dN * (dN - 1.0)), target.Variance);
}
public void icdf()
{
var dist = HypergeometricDistribution.FromSuccessCounts(successes: 10, failures: 5, samples: 8);
{
double pdf = dist.ProbabilityMassFunction(3);
Assert.AreEqual(0.018648018648018648, pdf); // matches R
double cdf = dist.DistributionFunction(3);
Assert.AreEqual(0.018648018648018648, cdf); // matches R
}
{
double x = 0.3;
int icdf = dist.InverseDistributionFunction(x);
Assert.AreEqual(5, icdf);
double cdf = dist.DistributionFunction(icdf);
Assert.AreEqual(0.57342657342657344, cdf); // matches R
}
double[] percentiles = Vector.Range(0.0, 1.0, stepSize: 0.1);
for (int i = 0; i < percentiles.Length; i++)
{
double x = percentiles[i];
int icdf = dist.InverseDistributionFunction(x);
double cdf = dist.DistributionFunction(icdf);
int iicdf = dist.InverseDistributionFunction(cdf);
double iiicdf = dist.DistributionFunction(iicdf);
Assert.AreEqual(iicdf, icdf, 1e-5);
double rx = Math.Floor(x);
double rc = Math.Floor(cdf);
Assert.AreEqual(rx, rc);
Assert.AreEqual(iiicdf, cdf, 1e-5);
}
}
public void DistributionFunctionTest2()
{
// Verified against http://stattrek.com/online-calculator/hypergeometric.aspx
int population = 20;
int populationSuccess = 8;
int sample = 6;
double[] pmf = { 0.0238390092879257, 0.163467492260062, 0.357585139318886, 0.317853457172343, 0.119195046439628, 0.0173374613003096, 0.000722394220846233 };
double[] less = { 0.0000000000000000, 0.023839009287926, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478844, 0.999277605779154 };
double[] lessEqual = { 0.0238390092879257, 0.187306501547988, 0.544891640866874, 0.862745098039217, 0.981940144478845, 0.999277605779154, 1 };
double[] greater = { 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.018059855521155, 0.000722394220845968, 0 };
double[] greaterEqual = { 1, 0.976160990712074, 0.812693498452012, 0.455108359133126, 0.137254901960783, 0.0180598555211555, 0.00072239422084619 };
var target = new HypergeometricDistribution(population, populationSuccess, sample);
for (int i = 0; i < pmf.Length; i++)
{
{ // P(X = i)
double actual = target.ProbabilityMassFunction(i);
Assert.AreEqual(pmf[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X <= i)
double actual = target.DistributionFunction(i);
Assert.AreEqual(lessEqual[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X < i)
double actual = target.DistributionFunction(i, inclusive: false);
Assert.AreEqual(less[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X > i)
double actual = target.ComplementaryDistributionFunction(i);
Assert.AreEqual(greater[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
{ // P(X >= i)
double actual = target.ComplementaryDistributionFunction(i, inclusive: true);
Assert.AreEqual(greaterEqual[i], actual, 1e-4);
Assert.IsFalse(Double.IsNaN(actual));
}
}
}
public void ProbabilityMassFunctionTest()
{
int N = 50;
int n = 10;
int m = 5;
var target = new HypergeometricDistribution(N, m, n);
int k = 4;
double expected = 0.0039645830580150657;
double actual = target.ProbabilityMassFunction(k);
Assert.AreEqual(expected, actual);
}
public void ProbabilityMassFunctionTest2()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
int k = 5;
double expected = 0.182750582750583;
double actual = target.ProbabilityMassFunction(k);
Assert.AreEqual(expected, actual, 1e-10);
Assert.IsFalse(Double.IsNaN(actual));
}
public void DistributionFunctionTest()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
int k = 5;
double expected = 0.96829836829836835;
double actual = target.DistributionFunction(k);
Assert.AreEqual(expected, actual, 1e-10);
}
public void MedianTest()
{
int populationSize = 15;
int draws = 7;
int success = 8;
var target = new HypergeometricDistribution(populationSize, success, draws);
Assert.AreEqual(target.Median, target.InverseDistributionFunction(0.5));
}
public void CloneTest()
{
int populationSize = 12;
int draws = 5;
int success = 4;
var target = new HypergeometricDistribution(populationSize, success, draws);
var actual = (HypergeometricDistribution)target.Clone();
Assert.AreNotSame(target, actual);
Assert.AreNotEqual(target, actual);
Assert.AreEqual(target.PopulationSize, actual.PopulationSize);
Assert.AreEqual(target.SampleSize, actual.SampleSize);
Assert.AreEqual(target.PopulationSuccess, actual.PopulationSuccess);
}
public void HypergeometricDistributionConstructorTest()
{
bool thrown;
thrown = false;
try { new HypergeometricDistribution(10, 0, 11); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(10, 11, 9); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(0, 0, 1); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(1, 0, 0); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
thrown = false;
try { new HypergeometricDistribution(1, -1, 1); }
catch (ArgumentException) { thrown = true; }
Assert.IsTrue(thrown);
int N = 10;
int n = 8;
int m = 9;
var target = new HypergeometricDistribution(N, m, n);
Assert.AreEqual(N, target.PopulationSize);
Assert.AreEqual(n, target.SampleSize);
Assert.AreEqual(m, target.PopulationSuccess);
double dN = N;
double dn = n;
double dm = m;
Assert.AreEqual(dn * (dm / dN), target.Mean);
Assert.AreEqual(dn * dm * (dN - dm) * (dN - dn) / (dN * dN * (dN - 1.0)), target.Variance);
}
public void HypergeometricDistributionStandardDeviation()
{
Assert.AreEqual(HypergeometricDistribution.StandardDeviation(14, 10, 8), 0.868062314643143m);
}
public void HypergeometricDistributionVariance()
{
Assert.AreEqual(HypergeometricDistribution.Variance(14, 10, 8), 0.7535321821036106750392464673m);
}
public void ConstructorTest3()
{
var h = new HypergeometricDistribution(9, 6, 1);
var support = h.Support;
var range1 = h.GetRange(0.99);
var range2 = h.GetRange(0.999);
var range3 = h.GetRange(0.9999);
Assert.AreEqual(0, support.Min);
Assert.AreEqual(1, support.Max);
Assert.AreEqual(support, range1);
Assert.AreEqual(support, range2);
Assert.AreEqual(support, range3);
}
public void HypergeometricDistributionPMF()
{
Assert.AreEqual(HypergeometricDistribution.ProbabilityMassFunction(14, 10, 8, 6), 0.41958041958042m);
}
public void HypergemoetricDistributionMean()
{
Assert.AreEqual(HypergeometricDistribution.Mean(14, 10, 8), 5.7142857142857142857142857143m);
}